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Re: Cointoss results in less than 50% win consistently. Why? [Re: GPEngine] #467862
09/04/17 18:53
09/04/17 18:53
Joined: Aug 2017
Posts: 58
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pascalx Offline OP
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pascalx  Offline OP
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Posts: 58
Originally Posted By: GPEngine
The tradeoff here is RAM usage.

Ye. I realized the float is ok for price value storage. If it would just give me a value at all... any idea?

Re: Cointoss results in less than 50% win consistently. Why? [Re: pascalx] #467867
09/04/17 23:42
09/04/17 23:42
Joined: Aug 2017
Posts: 58
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pascalx Offline OP
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Joined: Aug 2017
Posts: 58
Just stumbled over this setting in the manual which explains the coin toss result.
I enabled this setting and finally win/loss yields closer to 50%.
It's good to learn it the hard way. Won't forget it now :-)
"Mystery" solved. Fox Mulder would be proud.

Quote:
TICKS
Tick-precise simulation. Not only the Open, Close, High, and Low of a bar, but also the real price curve inside a bar is used for calculating entry, exit, and profit of trades. TMFs are run on every tick in the simulation, instead of only once per bar. This flag gives a more accurate simulation result, but also requires more time for a simulation cycle, and allocates more memory.
If this flag is not set, an intra-bar approximation is used for simulating entry and exit. In this approximation, a stop loss is always triggered before a profit or trail target, and trades closed by trade functions are sold at the open price of the next bar. This causes a less accurate simulation, which is however sufficient in most cases. TICKS should be used for better precision when many trades enter and exit within the same bar, when stop loss or takeprofit distances are small, or when tick functions or TMFs are used.

http://zorro-trader.com/manual/en/mode.htm

Re: Cointoss results in less than 50% win consistently. Why? [Re: pascalx] #467882
09/05/17 17:26
09/05/17 17:26
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johnnyp Offline
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So, if I understand this right...

Your script enters at the beginning of each bar and exits via the stoploss or takeprofit. Without TICKS, the stoplosses are systematically triggered earlier than takeprofits which explains why there are more loosing trades than winning trades.

Well spotted!

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